Abstract
In this paper, we present a variable selection procedure by using basis function approximations and a partial group SCAD penalty for semiparametric varying coefficient partially linear models with longitudinal data. With appropriate selection of the tuning parameters, we establish the oracle property of this procedure. A simulation study is undertaken to assess the finite sample performance of the proposed variable selection procedure.
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Zhao, P., Xue, L. Variable selection in semiparametric regression analysis for longitudinal data. Ann Inst Stat Math 64, 213–231 (2012). https://doi.org/10.1007/s10463-010-0312-7
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DOI: https://doi.org/10.1007/s10463-010-0312-7